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Michèle BretonView profile

Professor

• Game Theory
• Dynamic Optimization
• Operations Research
• +4 more

Michèle Breton is a Full Professor at HEC Montréal, affiliated with the Department of Decision Sciences. She holds a Research Professorship in Dynamic Optimization and is a Fellow of the Royal Society of Canada. Her expertise spans Game Theory, Dynamic Optimization, Operations Research, and Decision Analysis, with applications in finance, energy, and the environment. Education: B.Sc.A. in Industrial Engineering, École Polytechnique de Montréal (1975) M. Ing. in Operations Research, École Polytechnique de Montréal (1977) Ph.D. in Computer Science, Université de Montréal (1986) Research Interests: Dr. Breton focuses on dynamic programming and game theory applied to management challenges in energy, environment, and finance. Her work includes studies on counterparty credit risk, international environmental agreements, and financial derivatives valuation. Articles Trends: Her recent publications emphasize applications of game theory in environmental policy and financial risk management, with notable contributions to credit risk modeling and stability analysis of international agreements. Awards: She received the King Charles III Coronation Medal and the Best PhD Thesis Award at HEC Montréal. She is also President of the International Society of Dynamic Games and a member of GERAD. Advising & Grants: Supervised over 50 students, including PhDs and MScs in Finance, Energy, and Environmental Economics. Collaborated on projects involving energy market reforms, risk assessment, and sustainable development. Labs & Teams: Director of the Department of Decision Sciences and co-founder of the LACED laboratory (Laboratory for Analysis and Decision Support in Energy and Environment).

Pavel ShevchenkoView profile

Professor

• Quantitative Risk
• Financial Risk Modelling
• Operational Risk
• +7 more

Prof Pavel Shevchenko is a Professor in the Department of Actuarial Studies and Business Analytics at Macquarie University. He previously held a Senior Principal Research Scientist position at CSIRO Australia (1999-2016). His research focuses on quantitative risk, including operational risk, credit risk, longevity modelling, insurance, commodities pricing, and numerical methods. He leads the Risk Analytics Lab (since 2016) and co-directs the Centre for Risk Analytics (since 2017). Education: MSc in Physics from Moscow Institute of Physics and Technology (1994) PhD in Mathematics from University of New South Wales (1999) Research Interests: Prof Shevchenko's work bridges academic theory and industry applications, with particular emphasis on financial risk quantification. His recent work explores climate adaptation pathways, optimal decision-making frameworks for natural hazards, and machine learning applications in finance. He has pioneered methodologies for loss distribution approaches in operational risk and developed simulation techniques for variable annuities. Key Research Contributions: Over 60 journal articles and 80 technical reports, including seminal works on risk capital modeling, longevity risk securitization, and stochastic mortality modeling. His 2024 paper on New York City climate adaptation demonstrates integration of extreme value theory with real options analysis. Awards: 1998: Award for Postgraduate Excellence (UNSW) 2007: CSIRO Go for Growth Award 2013-2019: Adjunct Professor at UNSW Professional Roles: Editor for RISKS and Journal of Operational Risk ; member of Australia's Retirement Incomes Working Group. Active in industry consulting for financial institutions and keynote speaker at global conferences.

Guillaume BAGNAROSAView profile

Associate Professor

• Asset Pricing
• Risk Management
• Financial Econometrics
• +6 more

Guillaume BAGNAROSA is an Associate Professor in the Finance & Accounting Academic Area at Rennes School of Business. He holds a Ph.D. in Economics from University Paris I Panthéon-Sorbonne (2013) and advanced degrees in Finance from the same institution. His research focuses on asset pricing, risk management, and commodity markets, with particular emphasis on agricultural economics and climate-economics interactions. He has held leadership roles including Director for Agribusiness Area of Expertise (2018–2020) and has extensive industry experience as a portfolio manager and option trader. Key research interests include financial econometrics, cointegration modeling in commodity markets, and risk assessment in agricultural sectors. Notable contributions include spatiotemporal climate-economic models for agricultural insurance and analysis of price discovery mechanisms in soybean complexes. His work bridges academic research with practical applications in hedging strategies and corporate risk management. Research collaborations span institutions like University College London (UCL) and the Tokyo Institute of Statistical Mathematics. Supervised PhD candidate Matthew Ames and has presented at major conferences such as the European Association of Agricultural Economists (EAAE) and the International Conference on Computational and Financial Econometrics (CFE). Active in policy discussions, including advising the French Senate on agricultural insurance and climate risk.

• Capital Structure
• Debt Financing
• Corporate Finance
• +4 more

Sami Attaoui is a Full Professor of Finance and Head of the Finance Department at NEOMA Business School. He also serves as the Academic Director of the Global Executive MBA program. Holding a PhD in Management and Finance from the University of Paris Panthéon-Sorbonne, his research focuses on capital structure decisions, green financing, and financial asset valuation. His work bridges theoretical finance with practical corporate finance challenges, emphasizing the interplay between corporate debt structures and environmental economic factors. Key research areas include capital structure optimization, mergers & acquisitions financing, and green bond mechanisms. He has published extensively in top-tier journals such as Financial Management , Journal of Corporate Finance , and Journal of Economic Dynamics and Control . His recent studies explore the fundamentals of Sharpe ratios in commodity markets and the impact of ambiguity aversion on corporate leverage. Dr. Attaoui is an active member of professional organizations, including the Association Française de Finance and the American Finance Association. His academic contributions span theoretical models of debt prioritization, optimal payment methods in acquisitions, and the valuation of performance-sensitive debt instruments. While no specific awards are highlighted, his work has been presented at major international conferences such as the Eastern Finance Association Annual Meeting and the FMA European Conference. His teaching and research integrate real-world financial markets, emphasizing practical applications of financial theories. Current projects continue to explore the intersection of environmental finance, corporate governance, and innovative debt structures. Labs/Teams: Not explicitly mentioned in the provided materials.

• Time Series Analysis
• Forecasting
• Econometrics
• +5 more

Giacomo Sbrana is a Professor of Econometrics at NEOMA Business School since 2019, having joined as an Assistant Professor in 2011 and promoted to Associate Professor in 2014. He holds an M.Sc. in Economics and Econometrics from the University of Southampton (2003), a PhD in Statistics from the University of Rome TRE (2004), and a postdoc from BETA, University of Strasbourg (2009-2011). His research focuses on time series analysis, forecasting methodologies, state-space models, and Kalman filter applications. He teaches quantitative methods using Python and R at undergraduate and postgraduate levels. Key research interests include hierarchical forecasting frameworks, volatility modeling, and structural trend analysis. Recent work emphasizes retail fuel demand prediction, optimal EWMA forecasting, and climate change impacts on financial instruments. His contributions appear in top journals like International Journal of Forecasting and Journal of Banking & Finance. His academic journey includes prior work as an Associate Expert at the UN Department of Economic and Social Affairs (2005-2009). Sbrana’s methodological innovations span econometric model development, including the RWDAR state-space model and damped trend approaches. He actively collaborates with institutions like the BETA lab and presents at academic conferences globally.

Dima TAWILView profile

Assistant Professor

• Portfolio Management
• Behavioral Finance
• Risk Measurement
• +3 more

Dr. Dima TAWIL is an Assistant Professor and Head of the Finance & Accounting Academic Area at Rennes School of Business since 2022. He holds a PhD in Management Sciences (Finance) from the University of Rennes 1 (2015), a Master in Advanced Studies in Finance (2009), and a Bachelor in Economics (2006) from Tichrin University, Syria. His academic career includes roles as Assistant Lecturer at University of Rennes 1 (2014–2016). Research Focus: Portfolio management strategies, behavioral finance, risk measurement frameworks, and options trading. Key emphases include portfolio insurance mechanisms, investor decision-making under uncertainty, and dynamic market conditions impact analysis. His work intersects energy economics and crisis-driven market behaviors, as seen in studies on precious metals during the pandemic. Key Contributions: Published in Finance Research Letters , Energy Journal , and Journal of Behavioral and Experimental Finance . Conference presentations include international venues like ICAF and RSEP on topics like portfolio insurance risk perception and energy market structures. Teaching: Specializes in advanced corporate finance, financial markets, and mathematical finance. Courses include Bond Portfolio Management, Financial Diagnosis, and Behavioral Finance applications.

Gracinda GuerreiroView profile

Associate Professor

• Actuarial Science
• Statistics
• Finance
• +4 more

Gracinda Guerreiro is an Associate Professor at NOVA School of Science and Technology (FCT NOVA), Universidade Nova de Lisboa. She has been a Visiting Professor at NOVA Information Management School (NOVA IMS) since 2017. Her affiliations include membership in the Centre for Mathematics and Applications (CMA) at FCT NOVA and the Institute of Portuguese Actuaries. Her research focuses on Statistics and Actuarial Science, with recent emphasis on models for Motor Insurance, Long-Term Care, and Credit Risk. She teaches courses in Finance, Actuarial Science (Life and Non-Life), Pension Funds, Probability, Statistics, and Stochastic Processes. No scientific awards, grants, or publications are explicitly listed in the provided text. She contributes to academic collaborations through her roles in both FCT NOVA and NOVA IMS. Her work aligns with interdisciplinary applications of mathematical and statistical methods to real-world financial and actuarial challenges.

Felix Luis Belzunce TorregrosaView profile

Professor

• Probability Theory
• Statistics
• Operations Research
• +3 more

Félix Belzunce Torregrosa is a Full Professor at the University of Murcia, affiliated with the Department of Statistics and Operational Research within the Faculty of Mathematics. He earned his doctorate from the University of Murcia in 1996 with a thesis on 'Ordering in Dispersion and Concentration of Truncated Distributions.' His research focuses on stochastic orders, reliability theory, actuarial science, and multivariate analysis. He has co-authored over 70 publications in top-tier journals such as Statistics & Probability Letters and Probability in the Engineering and Informational Sciences . Notable contributions include foundational work on stochastic comparisons, hazard rate ordering, and applications of stochastic orders in risk assessment. He has collaborated extensively with researchers like José-María Ruiz, Carolina Martínez-Riquelme, and Franco Pellerey. His work bridges theoretical probability with practical applications in finance, engineering, and actuarial science. Belzunce has led research groups such as 'Characterization, Ordering and Classification of Distributions,' and his studies on multivariate mixture models and nonhomogeneous processes have influenced reliability engineering and insurance mathematics. He has also contributed to developing methodologies for analyzing dependent random variables and optimizing maintenance policies in systems engineering.

• Corporate Finance
• Quantitative Finance
• Insurance Finance
• +3 more

Bruno Giacomello is an Associate Professor of Quantitative Methods for Economics, Finance, and Insurance at the Department of Economic Sciences (DSE) of the University of Verona. He is affiliated with the University Pole of Business Studies in Vicenza and has held roles such as University referent for the CdL in Economics and Business until 2017. His academic journey includes a degree from the University of Venice (1988) and a PhD in Applied Mathematics from the University of Trieste, followed by a researcher position at the University of Verona. Education: Graduated in Economics with full marks and honors from the University of Venice (1988), recipient of a Prime scholarship. Completed a PhD in Applied Mathematics at the University of Trieste. Research focuses on corporate finance, insurance finance, and quantitative models for business management. Key areas include optimization techniques, asset pricing, and risk management. He has contributed to projects like credit risk assessment and stochastic analysis applications. Teaching: Leads courses such as Financial Mathematics (Bachelor's in Economics and Business) and Quantitative Models for Business Management (Master's programs). Active in training for professionals, including roles at SDA Bocconi and the G. Toniolo Foundation. Professional roles: Chartered Accountant (1989), Auditor (1995), Statutory Auditor (2017). Administrative roles: Member of the Department Board, Research Advisory Board, and various committees (e.g., Research, Internationalization, Communication). Research affiliations: VELE Lab (Verona Experimental Lab in Economics), CRIEP (Public Economy Research Center), and CIDE (Interuniversity Econometrics Center).

• Risk Management
• Financial Mathematics
• Actuarial Science
• +7 more

Cosimo Munari is an Associate Professor at the Department of Economics, University of Verona. His academic rank is Associate Professor in the area of Mathematical Methods for Economy, Finance, and Actuarial Sciences. He holds an MSc in Mathematics from the University of Milan, an MA in Finance from Collegio Carlo Alberto in Turin, and a PhD in Financial Mathematics from ETH Zurich. Before joining Verona in 2023, he was an Assistant Professor at the University of Zurich and a member of the Swiss Finance Institute. His research focuses on risk management, financial regulation, decision theory under uncertainty, and actuarial science. Key areas include risk measurement, asset pricing, insurance regulation, and systemic risk. He contributes to top-tier journals in quantitative finance and econometrics. Munari teaches courses on financial mathematics, risk management, and financial modeling at the undergraduate and graduate levels. He is actively involved in departmental governance, serving on committees such as the Public Engagement Committee and the Research Advisory Board. His work integrates theoretical advancements with practical applications in policy and industry.

Simon DietzView profile

Professor

• Environmental Economics
• Climate Change
• Sustainability
• +5 more

Simon Dietz is a Professor of Environmental Policy at the London School of Economics and Political Science (LSE), based in the Department of Geography and Environment and the Grantham Research Institute on Climate Change and the Environment. He serves as Research Director of the LSE Transition Pathway Initiative (TPI) Centre and is co-editor of the Journal of the Association of Environmental and Resource Economists . His roles include CEPR Research Fellow, CESifo Research Network Fellow, and Fellow of the Royal Society of Arts. He previously held leadership roles in the European Association of Environmental and Resource Economists and the Food System Economics Commission. His research focuses on climate change economics, sustainability, carbon pricing, and institutional investment strategies. He collaborates with governments, businesses, and NGOs to address climate-related challenges. Notable contributions include analyses of long-term climate adaptation, economic impacts of Antarctic ice melt, and corporate climate goal transparency. His articles span interdisciplinary topics like integrated assessment modeling, food system transformations, and tipping points in the climate system. Awards include prestigious fellowships that reflect his contributions to environmental economics and policy. Labs/Teams: Grantham Research Institute, Transition Pathway Initiative (TPI) Centre Grants/Advising: Collaborations with governments, NGOs, and businesses on climate policy design and implementation.

• Stochastics
• Actuarial Mathematics
• Numerical Mathematics
• +3 more

Michaela Szölgyenyi is a Professor at the Institute of Statistics within the Faculty of Technical Sciences at the University of Klagenfurt. Her research focuses on stochastic processes, numerical methods for stochastic differential equations (SDEs), and applications in financial and actuarial mathematics. She specializes in analyzing SDEs with irregular coefficients, including discontinuous drift and jump-diffusion dynamics. Her work emphasizes approximation methods for such equations, with contributions to optimal transport, risk theory, and insurance mathematics. She has published extensively on convergence rates, numerical schemes like the Euler-Maruyama and Milstein algorithms, and their applications in modeling financial and actuarial scenarios. She is affiliated with interdisciplinary projects and teaches courses related to stochastic analysis and mathematical finance.

Yuan ZhouView profile

Associate Professor

• Optimization
• Integer Programming
• Real Algebraic Geometry
• +3 more

Yuan Zhou is an Associate Professor at the University of Kentucky specializing in Mathematics. His research focuses on optimization, integer programming, and real algebraic geometry. He actively contributes to the Gomory-Johnson infinite group problem, exploring inverse semigroup theory, equivariant perturbations, and computational methods for cut-generating functions. His scholarly work spans theoretical advancements in polyhedral combinatorics and practical implementations in mathematical software. Recent publications highlight automated proofs, decomposition theorems, and novel approaches to mixed-integer optimization. Earlier work includes applications in stochastic bandit problems and health insurance policy analysis. Dr. Zhou’s research bridges abstract algebraic geometry with computational optimization, addressing both foundational and algorithmic challenges. He has developed tools for analyzing infinite-dimensional relaxations and extreme functions in integer programming.

• Stochastic Processes
• Financial Mathematics
• Probability Theory
• +3 more

PD Dr. Matthias Albrecht Fahrenwaldt is affiliated with the Department of Mathematics at the University of Kaiserslautern. His academic role is Senior Lecturer. His research interests focus on stochastic processes, financial mathematics, and actuarial science, with an emphasis on theoretical and applied aspects of probability theory and risk analysis. Dr. Fahrenwaldt’s professional activities include teaching and research within the university’s mathematics programs. His work contributes to advancing methodologies in mathematical modeling and their applications in financial and insurance sectors. Contact him via email at fahrenw@rhrk.uni-kl.de .

Thorsten MoenigView profile

Associate Professor

• Actuarial Science
• Insurance Economics
• Applied Game Theory
• +6 more

Thorsten Moenig serves as Associate Professor in the Department of Risk, Actuarial Science and Legal Studies at Temple University's Fox School of Business, where he directs the Actuarial Science Masters’ program and teaches undergraduate and graduate courses including Theory of Interest, Long-Term Actuarial Modeling, and Actuarial Corporate Finance. His academic credentials include a Master’s degree in Actuarial Science from the University of Connecticut and a PhD in Risk Management and Insurance from Georgia State University. He maintains professional designation as an Associate of the Society of Actuaries (ASA). Dr. Moenig's research program bridges actuarial science, insurance economics, and behavioral decision theory, with concentrated expertise in retirement income products. His work critically examines variable annuities and RILAs through the dual lenses of insurer valuation/hedging challenges and policyholder behavioral responses to complex guarantees. Recent publications demonstrate sophisticated integration of stochastic modeling, dynamic programming, and experimental economics to address market imperfections in insurance product design. Analysis of his 15 most recent publications reveals dominant research trajectories in retirement product innovation (particularly RILAs), nuanced exploration of policyholder behavior under uncertainty, and methodological advances in valuation techniques. The corpus shows increasing interdisciplinary convergence between traditional actuarial science and behavioral economics, with growing emphasis on practical implications for product design in incomplete markets. His scholarly recognition includes: 2017 Redington Prize from the Society of Actuaries Two Outstanding Teacher Awards by Gamma Iota Sigma's Sigma chapter As program director and editorial board member of the Journal of Risk and Insurance, Dr. Moenig actively shapes actuarial education and research discourse. His teaching portfolio spans foundational theory (AS 2502/5101 Theory of Interest) to advanced applications (AS 5126 Option Pricing), reflecting comprehensive expertise across the actuarial curriculum. Current research directions suggest continued exploration of behavioral aspects in retirement product markets and computational advances in complex guarantee valuation. He leads Temple University's Actuarial Science Masters’ program, overseeing curriculum development and academic operations for this specialized graduate track within the Risk, Actuarial Science and Legal Studies department.